Given the following information, what is the standard deviation of the returns on a portfolio that is invested 40 percent in Stock A, 35 percent in Stock B, and the remainder in Stock C? Rate of Return if State Occurs: State of Stock A Stock B Stock C Economy Probability of State Occurring 07 (%) (%) (%) Growth 18.9 10.2 12.1 Stagnant 93 5.7 8.5 9.3 O 2.43 percent O 6.72 percent O 3.16 percent O 1.68 percent O 16.57 percent